Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47656.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46261.54 Kr¶

PnL: ---------------------------------------> -627.03 Kr¶

DD now: ---------------------------------> -2.002 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:22:06.027865'

Anic Portfolio¶

Today¶

Return: 0.468 %¶

This Week¶

Return: -0.535 %¶

Total¶

Return: 56.015 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 15.620000 799.600000 126.600000 18.810000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
Beijer Electronics Group 26 -3.150000 3042.000000 71.000000 2.390000 2971.000006
SAAB B 8 0.750000 3433.600000 56.600000 1.680000 3377.000000
Corem Property Group B 59 1.240000 624.810000 47.810000 8.290000 576.999999
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.990000 395.900000 40.900000 11.520000 355.000000
Resurs Holding 22 0.220000 603.240000 29.240000 5.090000 573.999998
AcadeMedia 12 0.000000 585.600000 28.600000 5.130000 557.000004
Intrum 4 2.900000 545.600000 18.600000 3.530000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -0.220000 1664.400000 10.400000 0.630000 1653.999996
Securitas B 6 0.230000 580.080000 10.080000 1.770000 570.000000
Swedbank A 3 -1.600000 570.450000 6.450000 1.140000 564.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.070000 250.320000 4.320000 1.760000 246.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.470000 573.000000 -1.000000 -0.170000 574.000000
CTEK 13 0.070000 529.490000 -4.510000 -0.840000 533.999999
Essity A 4 2.330000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.340000 532.500000 -13.500000 -2.470000 546.000000
Nordea Bank Abp 29 -1.240000 3426.060000 -27.940000 -0.810000 3453.999992
International Petroleum Corp. 5 1.180000 559.000000 -35.570000 -5.980000 594.565215
Vivesto 1368 3.540000 552.400000 -60.600000 -9.890000 612.999432
Sampo Oyj SDB 7 -1.560000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.850000 3510.000000 -246.000000 -6.550000 3756.000001
OX2 18 0.830000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 1.320000 2797.600000 -564.400000 -16.790000 3361.999992
TOTAL 46261.540000 -627.030000 -2.00159% 46888.564618

Updated:¶

'2023-01-26 09:22:18.949768'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶